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Clustering, multicollinearity, and singular vectors

Computational Statistics & Data Analysis (CSDA), 2020
Abstract

Let AA be a matrix with its pseudo-matrix AA^{\dagger} and set S=IAAS=I-A^{\dagger}A. We prove that, after re-ordering the columns of AA, the matrix SS has a block-diagonal form where each block corresponds to a set of linearly dependent columns. This allows us to identify redundant columns in AA. We explore some applications in supervised and unsupervised learning, specially feature selection, clustering, and sensitivity of solutions of least squares solutions.

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